Fill a medium-sized saucepan with 1-2" of water and bring the water to medium/low heat. Then, combine egg yolks, sugar, and salt in the bowl that fits to your saucepan and whisk to combine. 

Once water is simmering, return bowl to saucepan. Whisk until mixture is pale yellow, sugar has dissolved. Remove from heat and whisk in 2 tablespoons of rum and vanilla extract. Set aside.